ARMAtoMA                 package:ts                 R Documentation

_C_o_n_v_e_r_t _A_R_M_A _P_r_o_c_e_s_s _t_o _I_n_f_i_n_i_t_e _M_A _P_r_o_c_e_s_s

_D_e_s_c_r_i_p_t_i_o_n:

     Convert ARMA process to infinite MA process.

_U_s_a_g_e:

     ARMAtoMA(ar = numeric(0), ma = numeric(0), lag.max)

_A_r_g_u_m_e_n_t_s:

      ar: numeric vector of AR coefficients

      ma: numeric vector of MA coefficients

 lag.max: Largest MA(Inf) coefficient required.

_V_a_l_u_e:

     A vector of coefficients.

_R_e_f_e_r_e_n_c_e_s:

     Brockwell, P. J. and Davis, R. A. (1991) _Time Series: Theory and
     Methods_, Second Edition.  Springer.

_S_e_e _A_l_s_o:

     'arima', 'ARMAacf'.

_E_x_a_m_p_l_e_s:

     ARMAtoMA(c(1.0, -0.25), 1.0, 10)
     ## Example from Brockwell & Davis (1991, p.92)
     ## answer (1 + 3*n)*2^(-n)
     n <- 1:10; (1 + 3*n)*2^(-n)

